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Author ID: ghossoub.mario Recent zbMATH articles by "Ghossoub, Mario"
Published as: Ghossoub, Mario
External Links: MGP · ORCID
Documents Indexed: 16 Publications since 2010
Co-Authors: 5 Co-Authors with 7 Joint Publications
85 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 104 times in 65 Documents Cited by Year
Static portfolio choice under cumulative prospect theory. Zbl 1255.91389
Bernard, Carole; Ghossoub, Mario
37
2010
Ambiguity on the insurer’s side: the demand for insurance. Zbl 1319.91093
Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund
11
2015
Equimeasurable rearrangements with capacities. Zbl 1377.91110
Ghossoub, Mario
10
2015
Optimal insurance under rank-dependent expected utility. Zbl 1410.91266
Ghossoub, Mario
9
2019
Arrow’s theorem of the deductible with heterogeneous beliefs. Zbl 1414.91193
Ghossoub, Mario
8
2017
On the existence of a representative reinsurer under heterogeneous beliefs. Zbl 1425.91214
Boonen, Tim J.; Ghossoub, Mario
7
2019
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. Zbl 1419.91365
Ghossoub, Mario
6
2019
Budget-constrained optimal insurance with belief heterogeneity. Zbl 1427.91229
Ghossoub, Mario
5
2019
Vigilant measures of risk and the demand for contingent claims. Zbl 1403.91195
Ghossoub, Mario
4
2015
Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094
Boonen, Tim J.; Ghossoub, Mario
2
2020
Budget-constrained optimal retention with an upper limit on the retained loss. Zbl 1436.91102
Ghossoub, Mario
2
2020
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance. Zbl 1475.91301
Ghossoub, Mario; He, Xue Dong
2
2021
Cost-efficient contingent claims with market frictions. Zbl 1404.91257
Ghossoub, Mario
1
2016
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance. Zbl 1475.91301
Ghossoub, Mario; He, Xue Dong
2
2021
Bilateral risk sharing with heterogeneous beliefs and exposure constraints. Zbl 1431.91094
Boonen, Tim J.; Ghossoub, Mario
2
2020
Budget-constrained optimal retention with an upper limit on the retained loss. Zbl 1436.91102
Ghossoub, Mario
2
2020
Optimal insurance under rank-dependent expected utility. Zbl 1410.91266
Ghossoub, Mario
9
2019
On the existence of a representative reinsurer under heterogeneous beliefs. Zbl 1425.91214
Boonen, Tim J.; Ghossoub, Mario
7
2019
Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. Zbl 1419.91365
Ghossoub, Mario
6
2019
Budget-constrained optimal insurance with belief heterogeneity. Zbl 1427.91229
Ghossoub, Mario
5
2019
Arrow’s theorem of the deductible with heterogeneous beliefs. Zbl 1414.91193
Ghossoub, Mario
8
2017
Cost-efficient contingent claims with market frictions. Zbl 1404.91257
Ghossoub, Mario
1
2016
Ambiguity on the insurer’s side: the demand for insurance. Zbl 1319.91093
Amarante, Massimiliano; Ghossoub, Mario; Phelps, Edmund
11
2015
Equimeasurable rearrangements with capacities. Zbl 1377.91110
Ghossoub, Mario
10
2015
Vigilant measures of risk and the demand for contingent claims. Zbl 1403.91195
Ghossoub, Mario
4
2015
Static portfolio choice under cumulative prospect theory. Zbl 1255.91389
Bernard, Carole; Ghossoub, Mario
37
2010
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Cited by 85 Authors

14 Ghossoub, Mario
7 Rásonyi, Miklós
5 Boonen, Tim J.
4 Li, Duan
3 Asimit, Alexandru V.
3 Carassus, Laurence
3 He, Xuedong
3 Jiang, Wenjun
3 Lou, Youcheng
2 Amarante, Massimiliano
2 Bernard, Carole L.
2 Chi, Yichun
2 Chong, Wing Fung
2 Cui, Xiangyu
2 De Giorgi, Enrico G.
2 Escobar Anel, Marcos
2 Hu, Junlei
2 Pirvu, Traian A.
2 Reichlin, Christian
2 Ren, Jiandong
2 Rodrigues, Andrea M.
2 Shi, Yun
2 Strub, Moris S.
2 Wakker, Peter Paul
2 Zagst, Rudi
2 Zou, Bin
1 Agahi, Hamzeh
1 Bensoussan, Alain
1 Cadenillas, Abel
1 Cao, Xi-Ren
1 Chau, Huy N.
1 Chen, Lv
1 Cheung, Ka Chun
1 Consigli, Giorgio
1 Del Vigna, Matteo
1 Fortin, Ines
1 Guan, Guohui
1 Guasoni, Paolo
1 Guo, Wenjing
1 Hitaj, Asmerilda
1 Hlouskova, Jaroslava
1 Hong, Hanping
1 Hou, Yanxi
1 Jiang, Zhaoli
1 Khomchenko, Andrew A.
1 Koo, Hyeng Keun
1 Kothiyal, Amit
1 Kwak, Minsuk
1 Legg, Shane
1 Liang, Xiaoqing
1 Liang, Zhihang
1 Liang, Zongxia
1 Lichtenstern, Andreas
1 Liu, Haiyan
1 Liu, Liqun
1 Maj, Mateusz
1 Mastrogiacomo, Elisa
1 Meireles-Rodrigues, Andrea
1 Mesiar, Radko
1 Mironov, Sergeĭ Vladimirovich
1 Motiee, Mehran
1 Neilson, William S.
1 Pennanen, Teemu
1 Perkkiö, Ari-Pekka
1 Phelps, Edmund Strother
1 Schulze, Klaas
1 Sidorov, Sergeĭ Petrovich
1 Spinu, Vitalie
1 Tsigaris, Panagiotis
1 Vanduffel, Steven
1 Wan, Xiangwei
1 Wang, Jianli
1 Wang, Ruodu
1 Wang, Shouyang
1 Wang, Xing
1 Xie, Yuantao
1 Yan, Jia-An
1 Yang, Hailiang
1 Yang, Jingni
1 Yao, Jing
1 Young, Virginia R.
1 Zhang, Yiying
1 Zhou, Xunyu
1 Zhuang, Sheng Chao
1 Zou, Jushen

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